Equities, and expected rate volatility, bounce together
Expected equity volatility quickly settled though it continued to climb in the rates market. Our chart revisits the divergence.
As short-term rates spike, long-term rates fall further
Benchmark rates have fallen as inflation jumps, highlighting an unexpected relationship. Our chart looks at the changing yield curve this year.
As inflation rises, real yields fall further
October’s inflation report continues to rattle markets, as real rates have plummeted. Our chart looks at the wide gap between nominal and real rates.
Amid rising inflation, a fixed income gap grows
As U.S. inflation spikes and rates rise, fixed income returns have diverged. Our chart looks at the gap between core fixed income and credit.
Inflation: Not just a U.S. problem
Inflation has spiked in not only the U.S, but around the world. Our chart looks at rising CPI readings across developed countries.
Equity market projects calm. Rates don’t. Which is right?
Rates and equity markets project two very different outlooks. Our chart looks at the expectations gap.